CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 788.8 798.5 9.7 1.2% 801.3
High 798.6 799.9 1.3 0.2% 807.1
Low 788.4 785.1 -3.3 -0.4% 778.7
Close 798.1 787.4 -10.7 -1.3% 788.0
Range 10.2 14.8 4.6 45.1% 28.4
ATR 11.4 11.7 0.2 2.1% 0.0
Volume 174,783 135,680 -39,103 -22.4% 651,834
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 835.2 826.1 795.5
R3 820.4 811.3 791.5
R2 805.6 805.6 790.1
R1 796.5 796.5 788.8 793.7
PP 790.8 790.8 790.8 789.4
S1 781.7 781.7 786.0 778.9
S2 776.0 776.0 784.7
S3 761.2 766.9 783.3
S4 746.4 752.1 779.3
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 876.5 860.6 803.6
R3 848.1 832.2 795.8
R2 819.7 819.7 793.2
R1 803.8 803.8 790.6 797.6
PP 791.3 791.3 791.3 788.1
S1 775.4 775.4 785.4 769.2
S2 762.9 762.9 782.8
S3 734.5 747.0 780.2
S4 706.1 718.6 772.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.9 778.7 21.2 2.7% 12.6 1.6% 41% True False 163,972
10 807.1 778.7 28.4 3.6% 12.1 1.5% 31% False False 162,856
20 807.1 773.2 33.9 4.3% 12.1 1.5% 42% False False 147,920
40 809.6 773.2 36.4 4.6% 11.4 1.4% 39% False False 124,558
60 809.6 755.5 54.1 6.9% 10.8 1.4% 59% False False 83,157
80 809.6 723.1 86.5 11.0% 10.8 1.4% 74% False False 62,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 862.8
2.618 838.6
1.618 823.8
1.000 814.7
0.618 809.0
HIGH 799.9
0.618 794.2
0.500 792.5
0.382 790.8
LOW 785.1
0.618 776.0
1.000 770.3
1.618 761.2
2.618 746.4
4.250 722.2
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 792.5 789.6
PP 790.8 788.9
S1 789.1 788.1

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These figures are updated between 7pm and 10pm EST after a trading day.

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